That's pretty common. It's important not to pull on it because it may still be attached along the membrane in his nose. When the shed is ready to go you'll see a plug start to appear from the nostril and may look loose while he breathes. You can gently rub it with a q-tip or similar to help bring it at that point because it is likely detached. Until then, he will be a bit uncomfortable and might breathe from his mouth more than usual. It's part of their face shed cycle though.